Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51772.34 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48565.92 Kr¶

PnL: ---------------------------------------> -514.25 Kr¶

DD now: ---------------------------------> -0.271 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:39:31.605326'

Anic Portfolio¶

Today¶

Return: 8.932 %¶

This Week¶

Return: 8.932 %¶

Total¶

Return: 69.489 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.410000 783.200000 110.200000 16.370000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.710000 3539.740000 85.740000 2.480000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.050000 3418.400000 41.400000 1.230000 3377.000000
Resurs Holding 22 -0.540000 606.760000 32.760000 5.710000 573.999998
AcadeMedia 12 1.780000 589.680000 32.680000 5.870000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.900000 384.300000 29.300000 8.250000 355.000000
Swedbank A 3 0.460000 592.050000 28.050000 4.970000 564.000000
OEM International B 7 0.640000 550.900000 22.900000 4.340000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Intrum 4 -1.170000 541.600000 14.600000 2.770000 527.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Securitas B 6 -1.410000 579.720000 9.720000 1.710000 570.000000
Midsona B 63 4.000000 590.310000 7.310000 1.250000 582.999984
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.340000 580.860000 3.860000 0.670000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.640000 247.680000 1.680000 0.680000 246.000000
Coor Service Management Hold. 8 -1.800000 531.040000 -0.960000 -0.180000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Fasadgruppen Group 38 3.230000 4134.400000 -5.400000 -0.130000 4139.799990
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
Boozt 12 -2.300000 1632.000000 -22.000000 -1.330000 1653.999996
CTEK 13 0.310000 511.160000 -22.840000 -4.280000 533.999999
Essity B 2 2.660000 548.600000 -25.400000 -4.430000 574.000000
International Petroleum Corp. 5 -0.960000 568.500000 -26.070000 -4.380000 594.565215
Beijer Electronics Group 27 5.230000 3040.200000 -42.600000 -1.380000 3082.800006
Essity A 4 2.790000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.370000 1773.200000 -215.000000 -10.810000 1988.199994
Axfood 15 1.800000 4072.500000 -226.300000 -5.260000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48565.920000 -514.250000 -0.27076% 49080.164634

Updated:¶

'2023-01-30 16:39:44.835838'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶